+23.7%
MRK vs UMAC
+473.8%
-450.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.5% |
| 7D | -4.3% | -3.4% | -0.8% | -4.2% |
| 30D | +8.3% | -15.1% | +23.4% | +8.3% |
| 3M | +20.0% | -10.8% | +30.8% | +20.0% |
| 6M | +25.7% | +15.7% | +10.0% | +25.0% |
| YTD | +38.7% | +80.1% | -41.4% | +37.2% |
| 1Y | +74.7% | +116.7% | -42.0% | +72.1% |
| All | +23.7% | +473.8% | -450.0% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling